You don't say what your setup is on your bike vs. the trainer. Are you even using the same number of speeds? Same brand?
Assuming you are compatible, the likely cause is spacing of the cassette on the trainer. A second less likely cause is your derailleur capacity, but that would only happen if again you aren't using like and like.
Most people don't know that the spacing also changed for 11sp hubs. They are 131mm instead of the old 130. It doesn't sound like much but causes issues with shifting if the extra 1mm isn't accounted for if you have mismatched components. If you are all 11sp you should be good though.
And then there is thru axle, an entirely different standard, and on and on...